{"id":"W3123611312","doi":"10.2139/ssrn.2080741","title":"Asymmetric Price and Liquidity Responses to Changes in the FTSE SmallCap Index","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University","funders":"","keywords":"Market liquidity; Index (typography); Economics; Monetary economics; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007629407,0.0002832229,0.0003538801,0.0007304372,0.0001980261,0.001078003,0.0003440695,0.001188769,0.004200682],"category_scores_gemma":[0.0132883,0.0002062022,0.0002502409,0.000614638,0.0003133346,0.0007675512,0.0005544078,0.001206892,0.0006328932],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004977562,"about_ca_system_score_gemma":0.0001839415,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001857023,"about_ca_topic_score_gemma":0.00130242,"domain_scores_codex":[0.9996241,0.00006410663,0.00003024269,0.00006103997,0.0001262342,0.00009428475],"domain_scores_gemma":[0.9934562,0.003350122,0.001738893,0.0003382513,0.0005507634,0.0005657399],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.01847657,0.003304138,0.584461,0.0002572291,0.0004892241,0.003070678,0.001277276,0.05351267,0.257905,0.009742085,0.01181694,0.05568728],"study_design_scores_gemma":[0.0001968044,0.0005693572,0.9259865,0.00001228683,0.00007286653,0.0003190218,0.0004018758,0.05856461,0.009650445,0.003420456,0.0007425967,0.00006325389],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9979349,0.00003111218,0.0001781092,0.0001695923,0.00001870752,0.000005946709,0.0002864487,0.00001968878,0.001355466],"genre_scores_gemma":[0.9994399,0.00001359573,0.00004196287,0.00003090329,0.00001929284,0.000002850279,0.0002024756,0.000006611518,0.0002422833],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004200682,"threshold_uncertainty_score":0.01405263,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02842391137111594,"score_gpt":0.2331067492283992,"score_spread":0.2046828378572833,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}